Latest recipes by Fernando Nieuwveldt

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• 7k

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  Solving the Black-Scholes PDE with laplace inversion:Revised

  Python / black, laplace, scholes, talbot / by Fernando Nieuwveldt (14 years ago, revision 2)
• 6k

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  A new method for computing the hypergeometric function 1F1(a,b,t)

  Python / function, hypergeometric, laplace_inversion / by Fernando Nieuwveldt (14 years ago, revision 3)
• 9k

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  Pricing Asian options using mpmath

  Python / computational_finance, laplace, mpmath / by Fernando Nieuwveldt (14 years ago)
• 16k

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  Numerical Inversion of the Laplace Transform using the Talbot method.

  Python / analysis, laplace, numerical / by Fernando Nieuwveldt (14 years ago, revision 5)